Historical stock data - r

Question

I want to get the closing prices for all S&P 500 stocks for specific dates.
I've trawled SO for answers and they fall into the following:
Download specific stocks for S&P with start and end dates - returns more than closing price which would require a line to concatenate all stocks and slows it right down
Download all stocks for S&P with start and end dates - always gets "Error in download"
For instance:
library(BatchGetSymbols)
first.date <- Sys.Date() - 160
last.date <- Sys.Date() - 1
all_stocks <- GetSP500Stocks()
tickers <- all_stocks$tickers
show <- BatchGetSymbols(tickers = tickers,
first.date = first.date,
last.date = last.date)
This always returns:
"Adobe Systems Inc | yahoo (7|505) | Not Cached
- Error in download..
and so on.
I merely want three columns - ticker, first.date and last.date
Appreciate any help!

Answer 1

Use tickers as all_stocks$company instead of all_stocks$tickers
library(BatchGetSymbols)
tickers <- all_stocks$company
show <- BatchGetSymbols(tickers = tickers,
first.date = first.date,last.date = last.date)
It seems unconventional to me though that column with ticker information is given column name as company and column with company names is given name as tickers.

Answer 2

You can find constituents of the S&P 500 here.
https://en.wikipedia.org/wiki/List_of_S%26P_500_companies
library(quantmod)
e <- new.env()
getSymbols("MMM;ABT;ABBV;ABMD;ACN;
ATVI;ADBE;AMD;AAP;AES;AMG;AFL;A;APD;
AKAM;ALK;ALB;ARE;ALXN;ALGN;ALLE;AGN;ADS;
LNT;ALL;GOOGL", env = e)
pframe <- do.call(merge, as.list(e))
head(pframe)
Try this too.
library(quantmod)
Nasdaq100_Symbols <- c('GE','PG','MSFT','AAPL','PFE','AMD','DELL')
# put all stocks in one list object
stocks <- lapply(Nasdaq100_Symbols, getSymbols, auto.assign = FALSE)
# following is not needed but if you want to use the list for other purposes
# it is a good practice to name all the different list objects.
# names(stocks) <- Nasdaq100_Symbols
# merge all stocks into 1 xts object
nasdaq100 <- Reduce(merge, stocks)
# fill NA's with 0
nasdaq100 <- na.fill(nasdaq100, 0)
outcomeSymbol <- "GE.Volume" # <-- used GE as that data is available in the downloaded data set
# merge outcome to data
nasdaq100 <- merge(nasdaq100, lm1 = lag(nasdaq[, outcomeSymbol], -1))
# turn into data.frame
nasdaq100_df <- data.frame(date = index(nasdaq100), coredata(nasdaq100))
Finally, try this to get the tickers.
library(rvest)
url <- "https://en.wikipedia.org/wiki/List_of_S%26P_500_companies"
SP500 <- url %>%
html() %>%
html_nodes(xpath='//*[#id="mw-content-text"]/div/table[1]') %>%
html_table()
SP500 <- SP500[[1]]
SP500
As an alternative, see the links below for more ideas of how to do this.
https://www.r-bloggers.com/downloading-sp-500-stock-data-from-googlequandl-with-r-command-line-script/
https://www.business-science.io/investments/2016/10/23/SP500_Analysis.html
https://www.business-science.io/investments/2016/11/30/Russell2000_Analysis.html